Cristin-resultat-ID: 2052567
Sist endret: 11. oktober 2022, 16:29
NVI-rapporteringsår: 2022
Resultat
Vitenskapelig artikkel
2022

Hybrid Iterative Ensemble Smoother for History Matching of Hierarchical Models

Bidragsytere:
  • Dean Oliver

Tidsskrift

Mathematical Geosciences
ISSN 1874-8961
e-ISSN 1874-8953
NVI-nivå 1

Om resultatet

Vitenskapelig artikkel
Publiseringsår: 2022

Importkilder

Scopus-ID: 2-s2.0-85135832410

Klassifisering

Vitenskapsdisipliner

Geofag

Emneord

Bayesianske modeller

Beskrivelse Beskrivelse

Tittel

Hybrid Iterative Ensemble Smoother for History Matching of Hierarchical Models

Sammendrag

The choice of a prior model can have a large impact on the ability to assimilate data. In standard applications of ensemble-based data assimilation, all realizations in the initial ensemble are generated from the same covariance matrix with the implicit assumption that this covariance is appropriate for the problem. In a hierarchical approach, the parameters of the covariance function, for example, the variance, the orientation of the anisotropy and the ranges in two principal directions, may all be uncertain. Thus, the hierarchical approach is much more robust against model misspecification. In this paper, three approaches to sampling from the posterior for hierarchical parameterizations are discussed: an optimization-based sampling approach (randomized maximum likelihood, RML), an iterative ensemble smoother (IES), and a novel hybrid of the previous two approaches (hybrid IES). The three approximate sampling methods are applied to a linear-Gaussian inverse problem for which it is possible to compare results with an exact “marginal-then-conditional” approach. Additionally, the IES and the hybrid IES methods are tested on a two-dimensional flow problem with uncertain anisotropy in the prior covariance. The standard IES method is shown to perform poorly in the flow examples because of the poor representation of the local sensitivity matrix by the ensemble-based method. The hybrid method, however, samples well even with a relatively small ensemble size.

Bidragsytere

Dean Oliver

  • Tilknyttet:
    Forfatter
    ved NORCE Energi og teknologi ved NORCE Norwegian Research Centre AS
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